Optimization-Based Scenario Reduction for Data-Driven Two-Stage Stochastic Optimization
<jats:p> In the field of data-driven optimization under uncertainty, scenario reduction is a commonly used technique for computing a smaller number of scenarios to improve computational tractability and interpretability. However traditional approaches do not consider the decision quality when...
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| Format: | Article |
| Language: | English |
| Published: |
Institute for Operations Research and the Management Sciences (INFORMS)
2022
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| Online Access: | https://hdl.handle.net/1721.1/144108 |